+32.3%
MSCI vs FFIV
+103.5%
-71.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.5% |
| 7D | +1.5% | -2.1% | +3.5% | +1.8% |
| 30D | +14.4% | -33.8% | +48.2% | +22.5% |
| 3M | +15.2% | -20.6% | +35.8% | +18.3% |
| 6M | +11.2% | -10.2% | +21.5% | +10.3% |
| YTD | +13.9% | +24.5% | -10.5% | +3.7% |
| 1Y | +12.5% | +29.3% | -16.8% | +1.4% |
| 3Y | +32.3% | +103.8% | -71.5% | +0.5% |
| All | +32.3% | +103.5% | -71.2% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FFIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling